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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Mia Alissi
STAFF
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If you are not using any indicators that require historical data, you do not need to set a warm-up period. The warm-up period is used to pre-load a specified period of data before the start date of the algorithm to allow indicators to be properly initialized. If you're not using such indicators, you can skip this step.
The start and end dates should be the period over which you want to backtest your strategy. In your case, you should set the start date to 11/6/23 and the end date to 11/27/23. Here is how you can do it in Python:
self.SetStartDate(2023, 11, 6) # Set Start Date
self.SetEndDate(2023, 11, 27) # Set End Date
As mentioned in point 1, if you're not using indicators that require historical data, you don't need to set a warm-up period. However, if you decide to use such indicators in the future, the length of the warm-up period should be at least as long as the maximum period of your indicators. For example, if you're using a 200-day moving average, you should set the warm-up period to at least 200 days. Here is how you can set the warm-up period in Python:
self.SetWarmUp(200) # Set Warm Up period to 200 days
Remember, the warm-up period is used to pre-load data before the start date of your algorithm. It does not affect the start and end dates of your backtest.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp. You can
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Mia Alissi
If you are not using any indicators that require historical data, you do not need to set a warm-up period. The warm-up period is used to pre-load a specified period of data before the start date of the algorithm to allow indicators to be properly initialized. If you're not using such indicators, you can skip this step.
The start and end dates should be the period over which you want to backtest your strategy. In your case, you should set the start date to 11/6/23 and the end date to 11/27/23. Here is how you can do it in Python:
Remember, the warm-up period is used to pre-load data before the start date of your algorithm. It does not affect the start and end dates of your backtest.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Dharmesh Khalasi
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!